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Derivative Instruments and Hedging Activities - Components of Realized and Unrealized Gains and Losses (Details) - USD ($) $ in Thousands | 3 Months Ended | 6 Months Ended
--- | --- | ---
Jun. 30, 2018 | Jun. 30, 2017 | Jun. 30, 2018 | Jun. 30, 2017
Derivative Instruments and Hedging Activities Disclosures [Line Items] |  |  |  |
Unrealized Gains (Losses) | $ 12,606 | $ (1,051) | $ 24,298 | $ 495
Trading |  |  |  |
Derivative Instruments and Hedging Activities Disclosures [Line Items] |  |  |  |
Realized Gains (Losses) | 0 | 1,689 | 0 | 2,186
Unrealized Gains (Losses) | 5,135 | (1,271) | 14,103 | (1,405)
Trading | TBA securities |  |  |  |
Derivative Instruments and Hedging Activities Disclosures [Line Items] |  |  |  |
Realized Gains (Losses) | 0 | 2,030 | 0 | 1,815
Unrealized Gains (Losses) | 0 | (1,015) | 0 | (815)
Trading | Eurodollar futures |  |  |  |
Derivative Instruments and Hedging Activities Disclosures [Line Items] |  |  |  |
Realized Gains (Losses) | 0 | 232 | 0 | 787
Unrealized Gains (Losses) | 0 | (545) | 0 | (925)
Trading | Interest rate swaps |  |  |  |
Derivative Instruments and Hedging Activities Disclosures [Line Items] |  |  |  |
Realized Gains (Losses) | 0 | 0 | 0 | 0
Unrealized Gains (Losses) | 5,135 | 48 | 14,103 | 74
Trading | Swaptions |  |  |  |
Derivative Instruments and Hedging Activities Disclosures [Line Items] |  |  |  |
Realized Gains (Losses) | 0 | 0 | 0 | 0
Unrealized Gains (Losses) | 0 | 154 | 0 | 68
Trading | U.S. Treasury and interest rate swap futures and options |  |  |  |
Derivative Instruments and Hedging Activities Disclosures [Line Items] |  |  |  |
Realized Gains (Losses) | 0 | (573) | 0 | (416)
Unrealized Gains (Losses) | $ 0 | $ 87 | $ 0 | $ 193

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- Definition The difference between the book value and the sale price of options, swaps, futures, forward contracts, and other derivative instruments. This element refers to the gain (loss) included in earnings. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 230 -SubTopic 10 -Section 45 -Paragraph 28 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=109223946&loc=d3e3602-108585 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 942 -SubTopic 220 -Section S99 -Paragraph 1 -Subparagraph (SX 210.9-04.13(h)) -URI http://asc.fasb.org/extlink&oid=114873765&loc=SL114874048-224260 + Details
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- Definition The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 230 -SubTopic 10 -Section 45 -Paragraph 28 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=109223946&loc=d3e3602-108585 + Details
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